PM option chain Philip Morris International Inc.
Cboe delayed options data · as of 12:40 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±24.8% (152.81–253.81) · ATM IV 28.7% · P/C open interest 0.70
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 98.50 | 103.00 | 29 | 0.98 | 0.0008 | 0.000 | 105 | 0 | 5.00 | 12 | 43.8% | -0.03 | 0.0009 | -0.007 | |||
| 94.00 | 98.50 | 47 | 33.4% | 0.97 | 0.0010 | 0.000 | 110 | 0 | 2.80 | 29 | 36.1% | -0.04 | 0.0011 | -0.007 | ||
| 89.50 | 94.00 | 45 | 34.9% | 0.97 | 0.0012 | 0.000 | 115 | 0.3500 | 5.00 | 31 | 39.6% | -0.05 | 0.0012 | -0.008 | ||
| 85.00 | 89.50 | 74 | 34.7% | 0.96 | 0.0014 | 0.000 | 120 | 0 | 5.00 | 267 | 36.6% | -0.06 | 0.0014 | -0.009 | ||
| 80.50 | 84.70 | 37 | 33.4% | 0.94 | 0.0016 | -0.000 | 125 | 0 | 5.00 | 325 | 34.4% | -0.06 | 0.0016 | -0.010 | ||
| 76.50 | 80.50 | 125 | 34.0% | 0.93 | 0.0018 | -0.002 | 130 | 0 | 5.00 | 99 | 32.3% | -0.08 | 0.0019 | -0.011 | ||
| 72.00 | 76.50 | 33 | 33.4% | 0.92 | 0.0021 | -0.004 | 135 | 1.00 | 5.50 | 36 | 32.2% | -0.09 | 0.0022 | -0.012 | ||
| 68.00 | 72.50 | 100 | 33.4% | 0.90 | 0.0024 | -0.005 | 140 | 1.50 | 6.50 | 244 | 32.3% | -0.10 | 0.0025 | -0.013 | ||
| 64.00 | 68.50 | 206 | 33.0% | 0.89 | 0.0027 | -0.007 | 145 | 2.00 | 7.00 | 172 | 31.4% | -0.12 | 0.0028 | -0.015 | ||
| 60.00 | 64.50 | 175 | 32.4% | 0.87 | 0.0030 | -0.009 | 150 | 3.00 | 8.00 | 401 | 31.4% | -0.14 | 0.0031 | -0.016 | ||
| 56.00 | 60.50 | 173 | 31.6% | 0.85 | 0.0033 | -0.011 | 155 | 4.00 | 8.50 | 316 | 30.7% | -0.16 | 0.0034 | -0.017 | ||
| 52.50 | 57.00 | 1 | 257 | 31.6% | 0.83 | 0.0037 | -0.013 | 160 | 7.20 | 10.00 | 197 | 32.6% | -0.18 | 0.0038 | -0.018 | |
| 48.50 | 53.50 | 505 | 31.0% | 0.81 | 0.0040 | -0.014 | 165 | 6.00 | 11.00 | 219 | 30.1% | -0.20 | 0.0041 | -0.020 | ||
| 45.50 | 50.00 | 168 | 31.0% | 0.78 | 0.0043 | -0.016 | 170 | 7.50 | 12.50 | 81 | 30.1% | -0.22 | 0.0044 | -0.021 | ||
| 42.00 | 46.50 | 111 | 30.3% | 0.76 | 0.0046 | -0.018 | 175 | 9.00 | 13.50 | 444 | 29.5% | -0.25 | 0.0047 | -0.022 | ||
| 38.50 | 43.50 | 124 | 30.0% | 0.73 | 0.0049 | -0.019 | 180 | 10.50 | 15.50 | 208 | 29.5% | -0.27 | 0.0050 | -0.023 | ||
| 35.50 | 40.50 | 190 | 29.7% | 0.71 | 0.0052 | -0.020 | 185 | 12.50 | 17.00 | 57 | 29.3% | -0.30 | 0.0053 | -0.024 | ||
| 33.00 | 37.50 | 116 | 29.6% | 0.68 | 0.0054 | -0.021 | 190 | 14.50 | 19.00 | 181 | 29.1% | -0.33 | 0.0056 | -0.024 | ||
| 30.00 | 35.00 | 126 | 29.4% | 0.65 | 0.0057 | -0.022 | 195 | 16.50 | 21.00 | 24 | 28.8% | -0.36 | 0.0058 | -0.025 | ||
| 27.50 | 32.00 | 269 | 29.0% | 0.62 | 0.0059 | -0.023 | 200 | 18.50 | 23.00 | 554 | 28.4% | -0.39 | 0.0060 | -0.025 | ||
| 22.50 | 27.50 | 1 | 1,203 | 28.5% | 0.56 | 0.0062 | -0.024 | 210 | 23.50 | 28.00 | 53 | 28.2% | -0.45 | 0.0064 | -0.025 | |
| 18.50 | 23.50 | 542 | 28.4% | 0.50 | 0.0063 | -0.025 | 220 | 29.00 | 33.50 | 6 | 27.8% | -0.51 | 0.0067 | -0.025 | ||
| 15.00 | 20.00 | 2 | 273 | 28.2% | 0.45 | 0.0064 | -0.025 | 230 | 35.50 | 40.00 | 27.9% | -0.58 | 0.0068 | -0.024 | ||
| 12.00 | 16.50 | 11 | 149 | 27.7% | 0.39 | 0.0063 | -0.024 | 240 | 42.00 | 46.50 | 27.4% | -0.64 | 0.0069 | -0.023 | ||
| 9.00 | 14.00 | 4 | 339 | 27.3% | 0.34 | 0.0060 | -0.023 | 250 | 49.50 | 54.00 | 1 | 27.4% | -0.70 | 0.0068 | -0.021 | |
| 7.00 | 12.00 | 19 | 27.3% | 0.29 | 0.0057 | -0.021 | 260 | 57.50 | 62.00 | 27.5% | -0.76 | 0.0066 | -0.019 | |||
| 5.00 | 10.00 | 6 | 26.9% | 0.25 | 0.0053 | -0.019 | 270 | 65.50 | 70.00 | 26.9% | -0.81 | 0.0062 | -0.016 | |||
| 3.50 | 8.50 | 150 | 26.7% | 0.21 | 0.0048 | -0.017 | 280 | 74.50 | 79.00 | 27.5% | -0.86 | 0.0062 | -0.012 | |||
| 2.50 | 7.00 | 89 | 26.5% | 0.17 | 0.0044 | -0.016 | 290 | 83.50 | 88.00 | 27.3% | -0.92 | 0.0072 | -0.014 | |||
| 1.50 | 6.00 | 80 | 26.3% | 0.15 | 0.0039 | -0.014 | 300 | 93.00 | 97.50 | 27.6% | -0.96 | 0.0057 | -0.021 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs